Computation of Lagrange multipliers for linear least squares problems with equality constraints

被引：5
|
作者：
Laratta, A [1 ]
Zironi, F [1 ]
机构：
[1] Univ Modena & Reggio Emilia, Dipartimento Matemat, I-41100 Modena, Italy
来源：
COMPUTING | 2001年 / 67卷 / 04期
关键词：
constrained least squares problems; Lagrange multipliers; stability;
D O I：
10.1007/s006070170004
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
The computation of Lagrange multipliers in linear least squares problems with equality constraints is studied. A perturbation analysis is performed to examine the conditioning of the problems; the behaviour of two algorithms on a class of test problems is shown on some graphs.
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页码：335 / 350
页数：16
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